closing the macbook screen goes to sleep

um, whenever i close the screen my macbook goes to sleep and then when i re-open it says would u like connect to so and so.... im like no i want to connect to my wireless network, is there way i can leave a default network, and yeah, is there a way i can disable sleep when im closing the screen, i dont think theres an option to do so, but i would appreciate some help or opinions...

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